IAU vs. D
IAU (iShares Gold Trust) is Gold fund tracking the LBMA Gold Price, while D (Dominion Energy, Inc.) is a stock. Over the past 10 years, IAU returned 12.31%/yr vs 3.57%/yr for D. At a 0.10 correlation, their price movements are largely independent.
Performance
IAU vs. D - Performance Comparison
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Returns By Period
In the year-to-date period, IAU achieves a -2.44% return, which is significantly lower than D's 18.31% return. Over the past 10 years, IAU has outperformed D with an annualized return of 12.31%, while D has yielded a comparatively lower 3.57% annualized return.
IAU
- 1D
- 0.08%
- 1M
- -7.39%
- YTD
- -2.44%
- 6M
- -2.22%
- 1Y
- 22.32%
- 3Y*
- 29.07%
- 5Y*
- 17.23%
- 10Y*
- 12.31%
D
- 1D
- 1.83%
- 1M
- 11.11%
- YTD
- 18.31%
- 6M
- 16.84%
- 1Y
- 27.74%
- 3Y*
- 14.43%
- 5Y*
- 1.88%
- 10Y*
- 3.57%
IAU vs. D - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IAU iShares Gold Trust | -2.44% | 63.95% | 26.85% | 12.84% | -0.63% | -4.00% | 25.03% | 17.98% | -1.76% | 12.91% |
D Dominion Energy, Inc. | 18.31% | 13.96% | 20.43% | -19.13% | -19.12% | 8.12% | -5.35% | 21.50% | -7.59% | 9.91% |
Correlation
The correlation between IAU and D is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2005 | 0.10 |
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Return for Risk
IAU vs. D — Risk / Return Rank
IAU
D
IAU vs. D - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Gold Trust (IAU) and Dominion Energy, Inc. (D). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IAU | D | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.24 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.99 | 2.76 | -1.77 |
| Martin ratioReturn relative to average drawdown | 2.83 | 7.51 | -4.67 |
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Drawdowns
IAU vs. D - Drawdown Comparison
The maximum IAU drawdown since its inception was -45.14%, smaller than the maximum D drawdown of -52.20%. Use the drawdown chart below to compare losses from any high point for IAU and D.
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Drawdown Indicators
| IAU | D | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.14% | -52.20% | +7.06% |
Max Drawdown (1Y)Largest decline over 1 year | -24.40% | -9.77% | -14.63% |
Max Drawdown (3Y)Largest decline over 3 years | -24.40% | -26.41% | +2.01% |
Max Drawdown (5Y)Largest decline over 5 years | -24.40% | -52.20% | +27.80% |
Max Drawdown (10Y)Largest decline over 10 years | -24.40% | -52.20% | +27.80% |
Current DrawdownCurrent decline from peak | -22.03% | -6.38% | -15.65% |
Average DrawdownAverage peak-to-trough decline | -15.97% | -9.58% | -6.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.47% | 3.59% | +4.88% |
Volatility
IAU vs. D - Volatility Comparison
The current volatility for iShares Gold Trust (IAU) is 7.70%, while Dominion Energy, Inc. (D) has a volatility of 11.23%. This indicates that IAU experiences smaller price fluctuations and is considered to be less risky than D based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IAU | D | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.70% | 11.23% | -3.53% |
Volatility (6M)Calculated over the trailing 6-month period | 23.94% | 16.72% | +7.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.17% | 20.96% | +6.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.16% | 22.85% | -4.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.02% | 23.73% | -7.71% |
Dividends
IAU vs. D - Dividend Comparison
IAU has not paid dividends to shareholders, while D's dividend yield for the trailing twelve months is around 3.93%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
D Dominion Energy, Inc. | 3.93% | 4.56% | 4.96% | 5.68% | 4.35% | 3.21% | 4.59% | 4.43% | 4.67% | 3.74% | 3.66% | 3.83% |
IAU iShares Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IAU and D have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
D has higher volatility (11.23%) compared to IAU (7.70%). In terms of maximum drawdown, IAU dropped -45.14% vs D's -52.20%.
D currently has the higher Sharpe Ratio (1.29 vs 0.89), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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